Volume 12; Issue 10

Quantitative Finance

Volume 12; Issue 10
2

Consumer confidence and stock returns over market fluctuations

Chen, Shiu-Sheng
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 302 KB
english, 2012
3

Trending time-varying coefficient market models

Zhang, Chongshan, Yin, Xiangrong
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 1.17 MB
english, 2012
4

Do jumps mislead the FX market?

Gnabo, Jean-Yves, Lahaye, Jérôme, Laurent, Sébastien, Lecourt, Christelle
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 340 KB
english, 2012
7

Market risks in asset management companies

Scherer, Bernd
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 417 KB
english, 2012
8

Fast simulations in credit risk

Sak, Halis, Hörmann, Wolfgang
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 352 KB
english, 2012
9

Firm size, information acquisition and price efficiency

Zhao, Tian
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 372 KB
english, 2012
10

Capital regulation and auditing

Yilmaz, Ensar, Ünveren, Burak
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 608 KB
english, 2012
11

On the role of risk in the Morningstar rating for mutual funds

Lisi, Francesco, Caporin, Massimiliano
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 556 KB
english, 2012
13

Calendar

Journal:
Quantitative Finance
Year:
2012
File:
PDF, 629 KB
2012